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direct traffic doesnt mean "clicking a link" the only time clicking a link counts as direct traffic, is when someone sends it in a email, IM, or twitter client
if i post a link to your shop on my blog, the traffic source is my blog. if i post a link to your shop on my own domain, the traffic source would be my domain. if etsy features you in their blog and puts a link to your shop, the traffic source is etsy.com
when links are posted on other sites, those are "referrals", because that site is referring the person to your page, so the referring site is the traffic source